â€¢ Install Cell SDK >= 1.92. You know how to find it. Configure according to the install instructions (make sure to set CELL_SDK).
â€¢ Make pkg
â€¢ Load the pkg and your ROMs onto a usb drive.
â€¢ Install on PS3 using your jailbreak device of choice.

Things that suck:

â€¢ Lots of SNES9x features are not supported yet. No save states, for example. Most of these are really simple to implement.
â€¢ Sound code is rubbish. It more or less works, but you'll probably hear the occasional skip.
â€¢ Performance isn't great.
â€¢ UI. Or rather, there isn't one.
â€¢ So much more.